Optimal contracts when the players think differently

B-Tier
Journal: Economic Theory
Year: 2025
Volume: 80
Issue: 3
Pages: 863-890

Authors (3)

Martin Dumav (not in RePEc) Urmee Khan (not in RePEc) Luca Rigotti (University of Pittsburgh)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract In a canonical moral hazard problem with probabilistic but heterogeneous beliefs, we revisit existing results regarding first-best contracts and give a fair warning regarding the monotonicity of second-best contracts. We show that the standard monotonicity result with homogeneous beliefs extends to belief heterogeneity when the agent is more optimistic than the principal. However, in the reverse case—when the principal is more optimistic—the optimal contract can be non-monotone, breaking the link between compensation and performance.

Technical Details

RePEc Handle
repec:spr:joecth:v:80:y:2025:i:3:d:10.1007_s00199-025-01646-4
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25